Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215081.1474 | 113938.41 | 101142.7373 | 468872.9449 | 253818.3645 | 215054.5803 |
Total P&L (%) | 215.0811 | 113.9384 | 101.1427 | 468.8729 | 253.8184 | 215.0546 |
Avg Daily Profit (%) | 0.413 | 0.2188 | 0.1942 | 0.3343 | 0.2429 | 0.2206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44292 | -35906 | -38277 | -100358 | -83575 | -95030 |
Profit Factor | 1.786 | 1.8464 | 1.7274 | 1.7647 | 1.857 | 1.6785 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 61.3139 | 63.7681 | 58.8235 | 61.3139 | 63.7681 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.1269 | 1.0491 | 1.2092 | 1.1135 | 1.0551 | 1.175 |
Largest Winning Trade | 19699 | 19699 | 18061 | 63364 | 63364 | 44318 |
Largest Losing Trade | -30718 | -27418 | -30718 | -80708 | -38943 | -80708 |
Avg Bars in Trades | 179 | 200 | 157 | 179 | 200 | 157 |
Avg Bars in Winners | 148 | 168 | 127 | 148 | 168 | 127 |
Avg Bars in Losers | 227 | 257 | 201 | 227 | 257 | 201 |
Bars Traded | 24596 | 13857 | 10739 | 24596 | 13857 | 10739 |
Profit Streak | 9.2543 | 9.3376 | 9.2543 | 9.2543 | 9.3376 | 9.2543 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522919 | -89178 | -98204 | 497258 | -88952 | -98072 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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